The parts of this model are not showing in game engine nor do they have shading
For the shading problem: the viewport is currently in shaded mode

If the textures still aren't showing, bear in mind that only image textures are supported.

For parts of the model not showing, it is likely that the normals are inverted or that you are using single planes. In computer graphics, most faces have only one side, and if you look from the other side they will be transparent. To fix this you can:
 - Flip the normal to face the correct way (edit mode -> select face -> ctrl+N)
 - Disable backface culling

Viewing the normals using one of the following options is reccomended:

As should be evident, the selected faces have their normals flipped and are thus not visible from where the camera is.